Substantially closer to Samarkand than to Dushanbe, Penjikent was the old centre of the Sogdian empire. Around the modern town and in its museum you will find remains of this pre-Islamic civilisation.
The ruins of Ancient Penjikent sit on a hill just outside town, overlooking the valley. You can wander the site freely without being bothered. There are almost no explanatory signs, but if you are lucky there will be excavators at work — usually students from St. Petersburg who are very willing to explain what they have found and what they are digging for. Fifteen kilometres west of town, the older Sarazm site — a 5,500-year-old proto-urban settlement now on UNESCO's list — is a worthwhile detour.
The Rudaki Museum holds Soviet memorabilia and stuffed animals alongside genuinely impressive finds from the excavations: wall paintings from the 5th century with faded but recognisable colours and hunting scenes.
You can also do good treks in the surrounding Fan Mountains, with the Seven Lakes a classic three-day route. Penjikent is usually visited as a day trip from Samarkand, but you can also arrange the trip yourself. Some travellers have reportedly entered on an Uzbek visa without a separate Tajik visa — the border guards tend to be friendly and don't see many tourists, so you are something of a novelty.